+51.4%
IBB vs SM
+36.8%
+14.6%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -1.0% |
| 7D | +1.4% | -0.5% | +1.9% | +1.4% |
| 30D | +10.5% | +25.6% | -15.1% | +11.6% |
| 3M | +23.6% | +8.0% | +15.6% | +24.1% |
| 6M | +22.6% | +50.8% | -28.2% | +22.8% |
| YTD | +25.7% | +97.9% | -72.2% | +24.2% |
| 1Y | +51.4% | +33.8% | +17.6% | +48.7% |
| All | +51.4% | +36.8% | +14.6% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling